Pair trading and multicurrency arbitrage. The showdown. - page 199

[mvf358]

Aleksei Stepanenko #:

If we go through the values of the parameter and its influence on the profitability of the system, we can find, for example, several maxima. In the figure, if we stop the search at the first maximum, we will not find the second best. If we add the second parameter here, we have a two-dimensional surface with hollows and hills instead of a flat graph. The more we add parameters, the more variants we have to try, in progression. And very soon it will become impossible because of the huge amount of time required for the search. This is where the question arises: how to find the global maximum, in our case number 2.

Or minimum, depending on what we are looking for.

And what does it give if we find it?

[Renat Akhtyamov]

mvf358 #:

I'm telling you, you're not hearing me at all. You haven't seen GRAAL yet.

So be it.

I found you the indica you want.

So look at your grail.

I mean, if it's what you're talking about.

Look at the months.

I'm more than sure you'll be disappointed.

for all is not so simple in this world.

;)

[Aleksei Stepanenko]

mvf358 #:

What good will it do if we find him?

There is a probability that this parameter influenced the profitability of the system not only in the past, but will influence it in the future. And those values of the parameter, which gave the maximum profit value, can be used in the system. Caution)

[Andrey Dik]

Aleksei Stepanenko #:

If we go through the values of the parameter and its influence on the profitability of the system, we can find, for example, several maxima. In the figure, if we stop the search at the first maximum, we will not find the second best. If we add the second parameter here, we have a two-dimensional surface with hollows and hills instead of a flat graph. The more we add parameters, the more variants we have to try, in progression. And very soon it will become impossible, because of the huge amount of time required for the search. This is where the question arises: how to find the global maximum, in our case number 2.

Or minimum, depending on what we are looking for.

You're ahead of the curve, yes, that's right.

In general, the global maximum of what we are looking for. If we are looking for the most robust set, then it is the global maximum of robustness.

So, the question is always just how to express formulaically what we are looking for. If the global found is not what we need, then the formula of the fitness function used is not what we need.

There is some negative popular opinion that searching for a global is over-optimisation, fitting. This opinion is erroneous because we don't understand what exactly we need to search for.

[Aleksei Stepanenko]

Andrey Dik #:

Ahead of the curve, yes, that's right.

Sorry, mate. I thought I'd fill in for you in your absence.)

[mvf358]

Renat Akhtyamov #:

aaaaaaah

Well, it's already there, it's in the code base, it's free.

from the same dreemer.

insert the basket you need into the parameters, formulas and see what happens.

transcendreamer - Trader Profile - MQL5 community

Equity Monitor - indicator for MetaTrader 4.

If you mean this, it is not that.

[Renat Akhtyamov]

mvf358 #:

Equity Monitor - indicator for MetaTrader 4

If you mean this one, it is not that one.

I consider this TransDreamer thingy a bestseller.

I can't find the essence of my idea with it.

but it's useful, especially in the initial stages of searching for patterns.

well as to dispel possible illusions at the time, in case they come ;)

Download free 'Portfolio Modeller & Manager' indicator by 'transcendreamer' for MetaTrader 4 in MQL5 Code Base, 2014.09.24

[Andrey Dik]

Aleksei Stepanenko #:

Pardon me, colleague. I thought I'd fill in for you in your absence))

;)

[mvf358]

Renat Akhtyamov #:

so be it

I found you the indica you need.

Look at your grail.

that is what you're talking about.

Look at the months.

I'm pretty sure you'll be disappointed.

for all is not easy in this world.

;)

there's a fragment of the Grail preserved. Can you draw one? In that time period.

[Renat Akhtyamov]

mvf358 #:
there's a fragment of the Grail preserved. Can you draw one? In that time period.

Well, isn't it the same for me?

It's like heaven and earth, isn't it?

))))